Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 0.483500 0.538443 0.599480 0.672767 0.758980 0.857935 0.981207
2025-01-26 0.420558 0.490141 0.572586 0.678865 0.814321 0.984158 1.218142
2025-02-02 0.378363 0.456510 0.553839 0.686655 0.867612 1.112595 1.482638
2025-02-09 0.341150 0.422891 0.528796 0.680159 0.898251 1.213886 1.732315
2025-02-16 0.315213 0.400065 0.513896 0.683531 0.940970 1.338176 2.047685
2025-02-23 0.285952 0.369368 0.484248 0.661027 0.940474 1.394545 2.264968
2025-03-02 0.259493 0.339932 0.453073 0.631798 0.924071 1.420399 2.432913
2025-03-09 0.246173 0.327721 0.445251 0.636700 0.962726 1.547081 2.837068
2025-03-16 0.239365 0.324123 0.449491 0.660608 1.036594 1.753155 3.490444
2025-03-23 0.230311 0.316333 0.446383 0.671710 1.089027 1.929533 4.155473
2025-03-30 0.220599 0.306729 0.439432 0.675180 1.127371 2.085520 4.847338
2025-04-06 0.210396 0.295602 0.429025 0.671235 1.150350 2.212973 5.529087
2025-04-13 0.195948 0.277302 0.406142 0.643623 1.123832 2.224877 5.872852
2025-04-20 0.189160 0.270705 0.402133 0.650245 1.169803 2.427148 7.036585
2025-04-27 0.183158 0.264945 0.399019 0.658115 1.219881 2.656482 8.529302
2025-05-04 0.175403 0.255828 0.389406 0.652294 1.238204 2.805150 9.834802
2025-05-11 0.169724 0.249792 0.384706 0.655659 1.278597 3.032926 11.843914
2025-05-18 0.160811 0.237854 0.368711 0.634502 1.256375 3.060561 12.759024
2025-05-25 0.151599 0.224993 0.350336 0.606919 1.214596 3.014845 13.179872
2025-06-01 0.147619 0.220840 0.347499 0.611589 1.255469 3.262260 16.096584
2025-06-08 0.146324 0.221185 0.352875 0.634221 1.347497 3.732539 22.109442
2025-06-15 0.143485 0.218676 0.352718 0.644728 1.408994 4.120319 28.909235
2025-06-22 0.139920 0.214698 0.349494 0.648015 1.450889 4.451155 36.739097